The use of the row block projection method (block Cimmino) for solving nonsymmetric linear system Ax = b gives rise to a symmetric positive definite system G x = g, where B is the sum of orthogonal projection matrices Pi = Ai(ATAi)-'AT, and where the Ar's are block rows of A. In this paper we present an efficient implementation of the cgT method for solving the derived symmetric positive defini...

We study the problem of permuting each column of a given matrix to achieve minimum maximal row sum or maximum minimal row sum, a problem of interest in probability theory and quantitative finance where quantiles of a random variable expressed as the sum of several random variables with unknown dependence structure are estimated. If the minimum maximal row sum is equal to the maximum minimal row...